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SVERIGES RIKSBANK WORKING PAPER SERIES Evaluating Implied RNDs by some New Confidence Interval Estimation Techniques Magnus Andersson and Magnus Lomakka JANUARY 2003 146 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank...
Microsoft Word - WP144.doc
Sveriges Riksbank Working Paper Series Bank Lending, Geographical Distance, and Credit risk: An Empirical Assessment of the Church Tower Principle Kenneth Carling and Sofia Lundberg December 2002 No. 144 WORKING PAPERS ARE OBTAINABLE FROM...
workingpaper155.dvi
SVERIGES RIKSBANK WORKING PAPER SERIES Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies Tor Jacobson, Jesper Lindé and Kasper Roszbach DECEMBER 2003 155 WORKING PAPERS ARE OBTAINABLE FROM...
wpfrontscvar.dvi
SVERIGES RIKSBANK WORKING PAPER SERIES 156 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs Mattias Villani and Anders Warne DECEMBER 2003 Mo netary Policy An alysis in a Small Open Economy using...
No. 239 Housing collateral and the monetary transmission mechanism | Sveriges Riksbank
No. 239 Housing collateral and the monetary transmission mechanism...
No. 236 Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model | Sveriges Riksbank
By Ferre De Graeve, Maarten Dossche, Marina Emiris, Henri Sneessens and Raf Wouters JANUARY 2010 Abstract We analyze financial risk premiums…...
No. 167. Monetary Policy in an Estimated Open-Economy Model with Imperfect Pass-Through | Sveriges Riksbank
by Jesper Lindé, Marianne Nessén and Ulf SöderströmAbstract: We develop a structural model of a small open economy with gradual exchange rate pass-through…...
Microsoft Word - WP136.doc
Sveriges Riksbank Working Paper Series Incomplete Exchange Rate Pass- Through and Simple Monetary Policy Rules Malin Adolfson June 2002 No. 136 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
No. 162. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? | Sveriges Riksbank
by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract: The new Basel II regulation contains a number of new regulatory features. Most importantly,…...
No. 220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates | Sveriges Riksbank
No. 220 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates...